+1,274.5%
ECL vs XPO
+10,316.6%
-9,042.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -0.4% |
| 7D | -2.6% | +2.4% | -5.0% | -2.9% |
| 30D | -2.2% | -3.5% | +1.4% | -1.9% |
| 3M | +10.1% | -11.9% | +22.0% | +11.4% |
| 6M | -5.7% | -10.0% | +4.2% | -5.0% |
| YTD | +7.0% | +42.1% | -35.1% | +2.4% |
| 1Y | +2.7% | +47.6% | -44.9% | -2.3% |
| 3Y | +57.7% | +153.6% | -95.9% | +38.9% |
| 5Y | +31.1% | +266.5% | -235.4% | +9.0% |
| 10Y | +150.9% | +1,460.4% | -1,309.6% | +83.7% |
| All | +1,274.5% | +10,316.6% | -9,042.1% | +798.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling